All HK and China (Failed)

P&L Summary

Range Return Sharpe Win% Ave Ave+ Ave- Max- Underwater Days %
20 (12) (4.9) 33 (5) 11 (13) (40) (1) 90
60 (4) (2.3) 36 (1) 11 (9) (40) (1) 83
120 (3) (1.7) 43 (1) 11 (11) (54) (2) 79
250 1 0.4 44 0 17 (12) (76) (3) 80
500 23 4 55 11 33 (16) (116) (3) 83
760 31 5.1 56 15 38 (15) (116) (3) 82
1260 27 5 56 12 34 (14) (116) (3) 82
2520 18 5 57 11 31 (14) (116) (3) 59
All 23 5 57 11 31 (14) (116) (3) 78

P&L Month Table

Year 1 2 3 4 5 6 7 8 9 10 11 12 R Sharpe Win% Trades MaxLoss UW Max Ave
Avg 4.5 2.3 2.3 1.4 2.4 1.9 1.9 3 2.4 1.2 0.9 4.1 28.3 5.2 57.8 211.6 (1) (1.8) 2.4 0.9
2017 (1.2) (0.1) 0 (0.3) (0.6) 0 0 0 0 0 0 0 (2.2) (3.2) 37 71 (0.5) (2.2) 2 0.9
2016 7.7 4.7 0.8 1.2 1.2 2 (0.9) (0.5) 0.9 0 (1.3) 1.1 16.9 3.5 54.7 221 (1.1) (2) 2.4 0.9
2015 11.2 2 5.2 2.3 4 6 6.6 9.2 4.8 2.1 2.1 3.4 58.9 7 63.3 223 (1.2) (2.3) 2.4 0.9
2014 2.3 1.2 1.9 2.3 (0.4) 1.3 1.3 3.6 2.5 1 (0.1) 11.3 28.2 5.6 56.2 212 (0.8) (1.2) 2.4 1
2013 1.1 2.4 1.3 1.7 3.4 1.2 0.1 0.6 2.1 2.8 1.6 2.9 21.2 4.8 57.7 202 (1) (1.5) 2.4 0.9
2012 0.3 1.3 2.3 (0.4) 3.8 (1) 2.2 2.2 1.8 (0.1) 2.3 1.6 16.3 5 57 200 (0.9) (1.9) 2.4 0.9
2011 3 2.3 0.7 0.3 1.1 0.5 2.3 7.4 4.4 2.5 2.6 0.9 28 6.7 57.9 198 (0.8) (1) 2.4 0.9
2010 1.5 0.5 0 0.4 2.1 1.5 0.2 0.6 (0.3) (0.2) 1.9 0.4 8.6 4.3 55.3 144 (0.7) (0.8) 0.8 0.5